-53.5%
AUR vs SWK
-35.3%
-18.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.8% | +2.6% | +3.6% |
| 7D | +9.9% | +10.7% | -0.7% | +1.5% |
| 30D | -20.2% | +33.3% | -53.6% | -35.6% |
| 3M | -34.1% | +14.7% | -48.8% | -41.0% |
| 6M | -34.3% | +48.5% | -82.8% | -51.2% |
| YTD | +21.1% | +63.9% | -42.8% | -17.6% |
| 1Y | +7.6% | +80.4% | -72.8% | -31.9% |
| 3Y | +159.8% | +58.1% | +101.7% | +73.9% |
| 5Y | -53.9% | -24.5% | -29.4% | -63.7% |
| All | -53.5% | -35.3% | -18.2% | -63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SWK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling